CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0830 |
0.0003 |
0.0% |
1.0869 |
| High |
1.0849 |
1.0837 |
-0.0012 |
-0.1% |
1.0926 |
| Low |
1.0813 |
1.0777 |
-0.0036 |
-0.3% |
1.0778 |
| Close |
1.0836 |
1.0793 |
-0.0044 |
-0.4% |
1.0826 |
| Range |
0.0036 |
0.0060 |
0.0025 |
69.0% |
0.0148 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
162,641 |
204,007 |
41,366 |
25.4% |
855,887 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0947 |
1.0826 |
|
| R3 |
1.0922 |
1.0887 |
1.0809 |
|
| R2 |
1.0862 |
1.0862 |
1.0804 |
|
| R1 |
1.0827 |
1.0827 |
1.0798 |
1.0815 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0796 |
| S1 |
1.0767 |
1.0767 |
1.0787 |
1.0755 |
| S2 |
1.0742 |
1.0742 |
1.0782 |
|
| S3 |
1.0682 |
1.0707 |
1.0776 |
|
| S4 |
1.0622 |
1.0647 |
1.0760 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1205 |
1.0907 |
|
| R3 |
1.1139 |
1.1057 |
1.0867 |
|
| R2 |
1.0991 |
1.0991 |
1.0853 |
|
| R1 |
1.0909 |
1.0909 |
1.0840 |
1.0876 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0827 |
| S1 |
1.0761 |
1.0761 |
1.0812 |
1.0728 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0547 |
1.0613 |
1.0785 |
|
| S4 |
1.0399 |
1.0465 |
1.0745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0894 |
1.0777 |
0.0117 |
1.1% |
0.0063 |
0.6% |
13% |
False |
True |
183,497 |
| 10 |
1.1032 |
1.0777 |
0.0255 |
2.4% |
0.0066 |
0.6% |
6% |
False |
True |
188,496 |
| 20 |
1.1129 |
1.0777 |
0.0352 |
3.3% |
0.0074 |
0.7% |
4% |
False |
True |
197,147 |
| 40 |
1.1129 |
1.0777 |
0.0352 |
3.3% |
0.0077 |
0.7% |
4% |
False |
True |
180,181 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
39% |
False |
False |
190,753 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
39% |
False |
False |
143,476 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
39% |
False |
False |
114,905 |
| 120 |
1.1129 |
1.0500 |
0.0629 |
5.8% |
0.0083 |
0.8% |
47% |
False |
False |
95,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.0994 |
|
1.618 |
1.0934 |
|
1.000 |
1.0897 |
|
0.618 |
1.0874 |
|
HIGH |
1.0837 |
|
0.618 |
1.0814 |
|
0.500 |
1.0807 |
|
0.382 |
1.0800 |
|
LOW |
1.0777 |
|
0.618 |
1.0740 |
|
1.000 |
1.0717 |
|
1.618 |
1.0680 |
|
2.618 |
1.0620 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0813 |
| PP |
1.0802 |
1.0806 |
| S1 |
1.0797 |
1.0799 |
|